Showing 61 - 70 of 4,622
Persistent link: https://www.econbiz.de/10013207287
Persistent link: https://www.econbiz.de/10012392237
Persistent link: https://www.econbiz.de/10012495901
Persistent link: https://www.econbiz.de/10011574260
Multicollinearity, especially in combination with errors-in-variables, can increase the likelihood of a Type-I error by inflating the value of the estimated coefficients by more than it magnifies their standard errors, thereby increasing the likelihood of obtaining statistically significant...
Persistent link: https://www.econbiz.de/10011962261
This paper characterizes and proposes a method to correct for errors-in-variables biases in the estimation of rank correlation coeffcients (Spearman's ρ and Kendall's τ). We first investigate a set of suffcient conditions under which measurement errors bias the sample rank correlations toward...
Persistent link: https://www.econbiz.de/10011816944
Persistent link: https://www.econbiz.de/10012204216
We propose a new estimation methodology to address the presence of covariate measurement error by exploiting the availability of spatial data. The approach uses neighboring observations as repeated measurements, after suitably controlling for the random distance between the observations in a way...
Persistent link: https://www.econbiz.de/10012404086
As a useful extension of partially linear models and additive models, partially linear additive model has been paid considerable attention in recent years. This paper considers statistical inference for the semiparametric model when the covariates in the linear part are measured with additive...
Persistent link: https://www.econbiz.de/10010994240
In this paper, the empirical likelihood inferences for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data are investigated. We construct the empirical log-likelihood ratio function for the fixed-effects parameters and the mean parameters of...
Persistent link: https://www.econbiz.de/10010998700